Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-11 646.715479 662.367076 677.763599 694.044729 710.767868 727.439721 745.313003
2026-01-18 625.409982 648.389499 671.301126 695.858133 721.432006 747.278809 775.375802
2026-01-25 611.869847 640.114603 668.559602 699.355694 731.759479 764.846998 801.192838
2026-02-01 600.354135 632.775944 665.699301 701.642326 739.786954 779.070511 822.600123
2026-02-08 590.810657 626.780381 663.571274 704.030010 747.289716 792.175697 842.295133
2026-02-15 581.688749 620.705476 660.871883 705.332037 753.191126 803.184890 859.393810
2026-02-22 573.731745 615.480751 658.714969 706.858017 759.002418 813.810611 875.824582
2026-03-01 566.033841 610.216640 656.222306 707.736122 763.851775 823.173881 890.692334
2026-03-08 558.252564 604.593938 653.094189 707.683045 767.467628 831.009134 903.731037
2026-03-15 552.376606 600.834551 651.795964 709.437355 772.886895 840.669529 918.654980
2026-03-22 545.657082 595.959852 649.103262 709.491934 776.285771 847.987178 930.893743
2026-03-29 540.842321 593.027102 648.400899 711.605132 781.837270 857.581923 945.586014
2026-04-05 536.953932 591.017703 648.630385 714.676184 788.397525 868.267801 961.502479
2026-04-12 532.435312 588.189759 647.846923 716.521393 793.508975 877.282865 975.516911
2026-04-19 529.413987 586.931396 648.719284 720.134709 800.532624 888.390385 991.867941
2026-04-26 525.710818 584.813953 648.547268 722.497969 806.087598 897.807982 1006.294254
2026-05-03 522.270567 582.905284 648.531473 724.965782 811.702569 907.255363 1020.741687
2026-05-10 518.233654 580.238705 647.586616 726.311521 815.986727 915.156666 1033.409585
2026-05-17 514.523950 577.865594 646.903118 727.888743 820.480171 923.259116 1046.293278
2026-05-24 510.518695 575.082498 645.687644 728.796343 824.155782 930.392616 1058.047774
2026-05-31 506.024542 571.668517 643.687308 728.741483 826.672102 936.158390 1068.201530
2026-06-07 502.907540 569.769766 643.359715 730.554730 831.295256 944.316521 1081.119259
2026-06-14 498.764009 566.629587 641.553988 730.611143 833.844194 950.052549 1091.207947